Preheat the oven to 400 degrees F (200 degrees C) and grease two cookie sheets with cooking spray.

Write fortunes on strips of paper around 4 inches long and 0.5 inches wide.

Mix egg white and vanilla together in a bowl until foamy but not stiff. Sift in flour and sugar; stir until blended.

Drop two spoonfuls of batter at least 4 inches apart onto the prepared cookie sheet. Tilt to spread into 3-inch circles.

Bake in the oven until cookies are golden on the edge but pale in the center, approximately 5 minutes.

Quickly lift one cookie with a spatula and flip it upside down onto a wooden board. Place a paper fortune onto the cookie near the center.

Fold the cookie in half around the paper and pull the edges down over a rim (like a measuring cup or coffee mug), then place in a muffin tin or egg carton to cool.